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Trade: SOL/USDT/720/OHLC4/VWMA/5831

Strategy
SOL/USDT/720/OHLC4/VWMA/5831
Pair
SOL_USDT
Interval
12h
Score
306247
Daily Profit
0.288818
Profit Factor
2.240685
Profitability
51.063830
Streak
0.000000
Best Strategy
Training Data Length
1858.500000
Evaluation Time
2025-09-12 08:17
Expiration Time
2025-11-06 20:07

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L -1920714.9513 23471.3274 -1944186.2787 -3187882.6138 -24359242.3871 21171359.7734
Total P&L (%) -1920.715 23.4713 -1944.1863 -3187.8826 -24359.2424 21171.3598
Avg Daily Profit (%) -1.0335 0.0126 -1.0461 0 0 0.2888
Buy And Hold Return (%) 9136.3369 9136.3369 9136.3369 9136.3369 9136.3369 9136.3369
Max Trade Drawdown -2030915 -142197 -1984109 -31902283 -25879763 -9548657
Profit Factor 0.1845 1.1079 0.0905 0.9338 0.2158 2.2407
Total Trades 94 47 47 94 47 47
Winning Trades 68 35 33 43 19 24
Losing Trades 26 12 14 51 28 23
Profitability (%) 72.3404 74.4681 70.2128 45.7447 40.4255 51.0638
Ratio Avg Win / Avg Loss 0.0705 0.3799 0.0384 1.1075 0.318 2.1473
Largest Winning Trade 26577 26577 19704 26991259 1582449 26991259
Largest Losing Trade -1279506 -60930 -1279506 -11863408 -11863408 -8444126
Avg Bars in Trades 36 34 38 36 34 38
Avg Bars in Winners 15 17 13 30 24 35
Avg Bars in Losers 92 86 97 41 42 41
Bars Traded 3434 1636 1798 3434 1636 1798
Profit Streak 91.7205 97.7205 91.7205 0 0 0
Trades During Streak 3 2 1 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score -575993 -441038 -577517 -580515 -584420 306247

Evaluation Data

{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757654247292,
    "expiration_time": 1762452432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            -1920714.9513435888,
            23471.3273698006,
            -1944186.2787133895,
            -3187882.6137529216,
            -24359242.387133736,
            21171359.773380823
        ],
        [
            -1920.714951,
            23.471327,
            -1944.186279,
            -3187.882614,
            -24359.242387,
            21171.359773
        ],
        [
            -1.033476,
            0.012629,
            -1.046105,
            0,
            0,
            0.288818
        ],
        [
            9136.336894,
            9136.336894,
            9136.336894,
            9136.336894,
            9136.336894,
            9136.336894
        ],
        [
            -2030915,
            -142197,
            -1984109,
            -31902283,
            -25879763,
            -9548657
        ],
        [
            0.184457,
            1.107899,
            0.090484,
            0.933761,
            0.215808,
            2.240685
        ],
        [
            94,
            47,
            47,
            94,
            47,
            47
        ],
        [
            68,
            35,
            33,
            43,
            19,
            24
        ],
        [
            26,
            12,
            14,
            51,
            28,
            23
        ],
        [
            72.340426,
            74.468085,
            70.212766,
            45.744681,
            40.425532,
            51.06383
        ],
        [
            0.070528,
            0.379851,
            0.038387,
            1.107484,
            0.318033,
            2.147323
        ],
        [
            26577,
            26577,
            19704,
            26991259,
            1582449,
            26991259
        ],
        [
            -1279506,
            -60930,
            -1279506,
            -11863408,
            -11863408,
            -8444126
        ],
        [
            36,
            34,
            38,
            36,
            34,
            38
        ],
        [
            15,
            17,
            13,
            30,
            24,
            35
        ],
        [
            92,
            86,
            97,
            41,
            42,
            41
        ],
        [
            3434,
            1636,
            1798,
            3434,
            1636,
            1798
        ],
        [
            91.720455,
            97.720455,
            91.720455,
            0,
            0,
            0
        ],
        [
            3,
            2,
            1,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            -575993,
            -441038,
            -577517,
            -580515,
            -584420,
            306247
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "SOL_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3717,
    "evaluation_days": 1858.5,
    "actual_first_datapoint_time": 1597104000000,
    "first_datapoint_time": 1602504000000,
    "last_datapoint_time": 1757635200000,
    "evaluation_time": 1757654247292,
    "expiration_time": 1762452432000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ohlc4",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "vwma",
        "factors": {
            "length": 126,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)